Uniformization for nonhomogeneous Markov chains

DOI10.1016/0167-6377(92)90086-IzbMath0757.60066OpenAlexW2103501077MaRDI QIDQ1195867

Nico M. van Dijk

Publication date: 4 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90086-i

zbMATH Keywords

uniformizationcontinuous-time Markov chainsPoissonian representationtime-discretization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (5)

Analyzing Oscillatory Behavior with Formal Methods ⋮ Perturbation analysis of inhomogeneous finite Markov chains ⋮ The linear birth‒death process: an inferential retrospective ⋮ Bayesian multiple changepoint detection for stochastic models in continuous time ⋮ On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain

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